Welcome to
Orientation programme to improve
the quality of teaching using ICT
By Shalu Kapoor
VIIT - VIZAG
Normal Distribution
NORMAL DISTRIBUTION
OBJECTIVES
- To explain normal distribution.
- To explain the importance of normal distribution in
different disciplines.
OUTCOMES
• Draw normal distribution curves and calculate the
standard value (z value).
• Apply the basic knowledge of normal distribution
to solve problems.
• Interpret the results of the problems.
What is Normal Distribution?
• The normal distribution is a descriptive model that
describes real world situations.
• It is defined as a continuous frequency distribution of
infinite range.
• This is the most important probability distribution in
statistics and important tool in analysis of data and
management science.
History and development
• Known as “Gaussian distribution”
• German mathematician Carl Friedrich Gauss in 1809
developed two parameters distribution.
• Later supported by James Clerk Maxwell in 1859
known as Maxwell-Boltzmann distribution law
• French mathematician Abraham de Moivre, in
his Doctrine of Chances (1718)
The Normal Distribution:
as mathematical function (pdf)
1 x 2
1 ( )
f ( x) e 2
2
where x This is a bell shaped curve
with different centers and
0 spreads depending on
and
Note constants:
=3.14159
e=2.71828
Mean of the normal distribution
2 Variance of the normal distribution
A random variable X with mean and
variance 2 and following the normal law
can be expressed as X N( , 22)
Properties of normal distribution
• The normal curve is symmetrical and bell shaped curve.
. Normal curve
• The range of the distribution is -∞ to ∞.
• The value of mean, median, mode will coincide as the
distribution is symmetrical.
i.e. mean = median = mode
1
• Maximum height of the curve is 2
• It has only one mode i.e. the distribution is unimodal and it
occurs at x = .
• The total area bounded by the curve and horizontal axis
.
is equal to 1.
• It is Symmetric around the mean: Two halves of the
curve are the same (mirror images)
0.5
0.5
x=
Probability using normal distribution
2
x2 1 x
1
P( x1 x x2 ) e 2
dx
x1 2
Since the normal variable X is a continuous random variable
Standard Normal Distribution
• If X is a normal variate with mean and standard deviation
X
, then the distribution of Z is also normal with
mean 0 and variance 1.
• Z is called standard normal variable.
If X ~ N ( , 2 ) then Z ~ N (0, 1)
• The probability density function of standard normal
variable Z is
1
1 2Z2
f ( Z ,0,1) N (0,1) e Z
2
Probability using normal distribution
2
x2 1 x
1
P( x1 x x2 ) e 2
dx
x1 2
Since the normal variable X is a continuous random variable
X
Standard normal variate Z
P( x1 x x 2 ) x1 x x 2
P
z2 1 2
1 z
P( z1 z z 2 )
z1 2
e 2
dz
Table 1
Table 2
The beauty of the normal curve
For every values of and
• The area between - and + is about 68%
• The area between -2 and +2 is about 95%
• The area between -3 and +3 is about 99.7%
-σ +σ
68% of
the data
-2σ +2σ
95% of the data
-3σ +3σ
99.7% of the data
The probability that x lies between a and b is written as
P(a < x < b)
To find the probability using normal distribution, area
is calculated under the normal curve between a and b
using normal distribution table.
P(a < x < b)
Table 1
x=a x=b Table 2
Let us find
1) P(z < 0.87)
= P(z < 0) + P(0 < z < 0.87)
Table z = 0.87
= 0.5 + 0.3078 = 0.8078
2) P(z > 0.54)
= P(z > 0) - P(0 < z < 0.54)
Table
= 0.5 – 0.2054 = 0.2946 z = 0.54
Finding probabilities with negative values of z
Due to symmetry
P(z < -a) = P(z > a)
P(z < -a) P(z > a)
z = -a z=a
Contd..Finding probabilities with negative values of z
and P(z > -a) = P(z < a)
P(z > -a) P(z < a)
z = -a z=a
Let us find
P(z < 2.41)
P(z < -1.02)
1) P(z < -1.02)
= P(z > 0) - P(0 < z < 1.02)
Table z = -1.02
= 0.5 - 0.3461 = 0.1539 z = 2.41
P(z > 1.02)
P(z > -2.41)
2) P(z > -2.41)
= P(z < 0) + P(0 < z < 2.41)
z = 1.02
Table
= 0.5 + 0.4920 = 0.9920 z = -2.41
Question: A manufacturer of airmail envelopes knows from
experience that the weight of the envelope is normally
distributed with mean 1.95 gm and s.d. 0.05 gm. About how
many envelopes can be expected in a given packet of 100
envelopes weighing (i) 2 gm or more (ii) 2.05 gm or more?
Solution: Let x be the weight of the envelope Given:
= 1.95, σ=0.05
(i) 2 gm or more P(x 2)
x x 1.95 x 1.95 2 1.95 Table 1
Let z x 2 1
0.05 0.05 0.05 Table 2
(x 2) = P(z 1)
= 0.5 – P(0 ≤ z ≤ 1)
= 0.5 – 0.3413 = 0.1587
Probability that weight is more than 2 gm = 0.1587
Number of Packets out of 100 having weight more than 2
gm = 100 × 0.1587 = 15.87 16
(i) 2 gm or more P(x 2.05)
x x 1.95 x 1.95 2.05 1.95
Let z x 2.05 2
0.05 0.05 0.05
Table 1
(x 2.05) = P(z 2) Table 2
= 0.5 – P(0 ≤ z ≤ 2)
= 0.5 – 0.4772 = 0.0228
Probability that weight is more than 2.05 gm = 0.0228
Number of Packets out of 100 having weight more than
2.05 gm = 100 × 0.0228 = 2.28 2
THANK
YOU
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